+18.8%
CLF vs COR
-2.4%
+21.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.7% | +3.3% | +6.8% |
| 7D | -14.1% | +2.3% | -16.4% | -14.0% |
| 30D | -5.5% | +6.8% | -12.3% | -5.7% |
| 3M | 0.0% | +8.1% | -8.1% | -0.3% |
| 6M | +11.3% | +33.0% | -21.7% | +10.9% |
| YTD | -7.7% | +3.0% | -10.7% | -5.1% |
| All | +18.8% | -2.4% | +21.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling